DEKALB, Illinois (CNN) -- Eric Mace says he thought he was giving his daughter good advice by asking her to sit up front in class.

Ryanne Mace was 19 when she was killed last year in a shooting rampage at Northern Illinois University.

"I'd like you to sit in the front row of every class that you're in and constantly drag information out of these people, and if you don't understand what they're talking about, raise your hand and say, 'I don't get it' until you get it," Mace recalled telling her.

His daughter, 19-year-old Ryanne, took that advice. Now, he wishes she would have sat somewhere else.

Mace believes that Ryanne was probably one of the first to be killed in the Northern Illinois University shootings a year ago, because she was in the front row in the lecture at Cole Hall.

"She was, from what I understand, in the front row of that room and was probably the first one that had shots fired at her after the gentleman that was on stage," Mace said.

"It's not an easy thing to carry, but I shouldn't have to carry it, either."

Ryanne was Eric and Mary Kay Mace's only child. She was one of five NIU students killed on Valentine's Day last year by Steven Kazmierczak, a former NIU student who was attending graduate school at the University of Illinois in Champaign.

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"It's difficult. There's always an ache, loneliness and a longing. We're going to miss her every day for the rest of our lives," Mary Kay Mace said.

Her husband added, "I go to bed thinking about her. I wake up in the morning thinking about her. Any time that I've a free moment, it will pop up."

The Maces said they would like to know more about the police investigation into the shooting and Kazmierczak's history of mental illness. Police records provided to CNN indicate that he had a long history of mental problems, including several suicide attempts.

The parents also are angry that he was able to buy guns.

Because Kazmierczak had not been in a mental facility for more than five years, he was legally able to purchase those weapons in Illinois -- and on the firearms application form Kazmierczak filled out, he stated that he had never been adjudicated "mentally defective" and had never been "committed to a mental institution." See some of Kazmierczak's mental health records »

"I don't know if they don't report it if he's a juvenile with the mental illness on his record or what. But somewhere along the line, the pertinent information didn't get into the right database, and he could waltz out of a store with a legally purchased weapon," Mary Kay Mace said.

"And I don't get that. That is what makes me angry."

Now, the Maces have started a scholarship foundation for psychology majors in honor of their daughter. And they hope that what happened a year ago is never forgotten.

"I don't want them to forget a single detail about it, because the details aren't going to change just by forgetting about them," Eric Mace said.